package br.ufrj.dcc.geti.riskanalytics.simulator;

public class BrownianMotion extends Sampleble {

	private double start;
	private double alpha;
	
	public BrownianMotion(double start, double alpha) {
		this.alpha = alpha;
		this.start = start;
	}
	
	public double getSample(){
		this.start = this.start + this.alpha * r.nextGaussian();
		return start;
	}

}
